C++ Platform Engineer

Selby Jennings; New York (NY); On-site; USD 300,000 - 500,000; Full time

Job summary

A leading financial services firm is seeking a mid-senior level C++ Platform Engineer in New York, NY. In this full-time role, you will design and optimize the quantitative library that powers pricing and risk for fixed income products. This position requires over 10 years of experience in C++ performance engineering and offers the chance to work in a high-impact engineering team focused on innovation. Competitive salary range is $300,000 to $500,000 annually.

Qualifications

• 10+ years of experience in C++ performance engineering.
• Expertise in large-scale codebases and environments with evolving tooling.
• Strong understanding of fixed income derivatives and front-office workflows.

Responsibilities

• Design, optimize, and scale the quantitative library.
• Develop infrastructure for natural language trade booking.
• Collaborate with quants, traders, and engineers.

Skills

C++ performance engineering

Large-scale codebases

Software engineering best practices

Fixed income derivatives

Collaborative environments

Job description

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This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$300,000.00/yr - $500,000.00/yr

Financial Technology Recruitment Consultant

A top-tier hedge fund recognized globally for its innovation in trading and technology is seeking a C++ Platform Engineer to join a high-impact engineering team. The firm operates at the intersection of quantitative research and advanced technology, with an engineering culture that emphasizes performance, reliability, and innovation.

Role Summary

This team builds and optimizes the quantitative library that powers pricing, risk, and analytics for a wide range of OTC products across global markets. Every model and trade in this business relies on this library—it is the backbone of the fixed income ecosystem. This is a ground‑up buildout, offering the opportunity to shape infrastructure that supports engineers, quants, and trading desks worldwide.

Key Responsibilities

• Design, optimize, and scale the quantitative library underpinning pricing and risk for fixed income products.
• Develop infrastructure for advanced capabilities, including natural language trade booking integrated with the library.
• Collaborate with quants, traders, and engineers to ensure performance and usability at every level.
• Shape systems and tooling in an environment that is still evolving—building from the ground up.
• Ensure reliability, scalability, and maintainability of mission‑critical systems.

What Makes This Role Unique

• Influence both technical performance and human usability of large‑scale C++ systems.
• Work in a bar‑raising environment where innovation and ownership are core values.
• Direct impact on systems that drive trading decisions across global markets.

Qualifications

• 10+ years of experience in C++ performance engineering.
• Expertise in large‑scale codebases and environments with evolving tooling.
• Background in software infrastructure, quant libraries, or high‑performance systems.
• Strong understanding of fixed income derivatives and front‑office workflows.
• Familiarity with software engineering best practices (CI/CD, testing, monitoring, version control).
• Demonstrated ability to work in collaborative, fast‑paced environments.

Seniority level

Mid‑Senior level

Employment type

Full‑time

Job function

Financial Services and Capital Markets

Location

New York, NY

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